Some priors for sparse regression modelling

DOI10.1214/13-BA827MaRDI QIDQ908027zbMATH OpenFDO

Authors P. J. Brown, J. E. Griffin

Publication date 2 February 2016

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ba/1378729924

zbMATH Keywords

Markov chain Monte Carloridge regressionnormal-gamma priorsparsitymultiple regressionrobust priorscanonical reduction\(p>n\)correlated priorsg-priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(20)

• Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
• Bayesian variable selection and estimation for group Lasso
• Sparse regression using mixed norms
• Prior influence in linear regression when the number of covariates increases to infinity
• Revisiting Jeffreys’ Example: Bayes Test of the Normal Mean
• Locally adaptive smoothing with Markov random fields and shrinkage priors
• Tuning parameter selection in sparse regression modeling
• Sparse Bayesian linear regression using generalized normal priors
• Statistical inference for partially observed branching processes with application to cell lineage tracking of \textit{in vivo} hematopoiesis
• Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior
• Large-scale multiple hypothesis testing with the normal-beta prime prior
• EP-GIG priors and applications in Bayesian sparse learning
• A Dirichlet process functional approach to heteroscedastic-consistent covariance estimation
• On discrete priors and sparse minimax optimal predictive densities
• A comparative study on high-dimensional bayesian regression with binary predictors
• Sparsity information and regularization in the horseshoe and other shrinkage priors
• High-dimensional multivariate posterior consistency under global-local shrinkage priors
• Bayesian sparse graphical models and their mixtures
• Marginal maximum likelihood estimation methods for the tuning parameters of ridge, power ridge, and generalized ridge regression
• Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients

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